The Arena Group Holdings Inc (AREN)

1.41 -0.19 (-11.88%) USD  |  NYAM  |  Dec 20, 16:00
1.45 +0.04 (+2.84%) Pre-Market: 20:00
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Arena Group Holdings Max Drawdown (5Y): 97.41% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
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Historical Data

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Max Drawdown Definition

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Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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TechTarget Inc 79.05%
Zillow Group Inc 86.74%
Digital Ally Inc 99.51%
Alphabet Inc 44.32%
TrueCar Inc 91.98%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -47.09
Beta (5Y) 0.4687
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 89.54%
Historical Sharpe Ratio (5Y) -0.456
Historical Sortino (5Y) -0.8113
Monthly Value at Risk (VaR) 5% (5Y Lookback) 43.09%